walk as we noticed that certain multivariate models (which included prices of silver, platinum, palladium and rhodium … forecasting horizons. Moreover, we find that the univariate models used in this paper are able to outperform the Bayesian … autoregression, and Bayesian vector autoregressive models, with exponential smoothing (ETS) reporting statistically significant …

walk as we noticed that certain multivariate models (which included prices of silver, platinum, palladium and rhodium … forecasting horizons. Moreover, we find that the univariate models used in this paper are able to outperform the Bayesian … autoregression, and Bayesian vector autoregressive models, with exponential smoothing (ETS) reporting statistically significant …

(such as random walk, recursive OLS-AR(1) models, recursive OLS with all predictive variables models) but also the Bayesian …

accounted for parameter uncertainty using Bayesian Model Averaging (BMA). Though BMA-based models of exchange rates tend to …

linear model (such as random walk) but also the Bayesian model averaging (BMA) model for examining possible predictors of the …

linear model (such as random walk) but also the Bayesian model averaging (BMA) model for examining possible predictors of the …

(such as random walk, recursive OLS-AR(1) models, recursive OLS with all predictive variables models) but also the Bayesian …